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Trade: MKR/USDT/5/RMA/ALMA/2024

Strategy
MKR/USDT/5/RMA/ALMA/2024
Pair
MKR_USDT
Interval
5m
Score
449101
Daily Profit
0.633377
Profit Factor
1.446347
Profitability
56.129032
Streak
27.044459
Best Strategy
Training Data Length
77.300000
Evaluation Time
2025-10-11 08:34
Expiration Time
2025-11-20 23:46

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 55101.1537 26676.9688 28424.1849 62914.7252 31105.9316 31808.7936
Total P&L (%) 55.1012 26.677 28.4242 62.9147 31.1059 31.8088
Avg Daily Profit (%) 0.7128 0.3451 0.3677 0.6334 0.351 0.3579
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -29671 -13168 -17968 -27256 -13234 -17094
Profit Factor 1.4163 1.3896 1.4448 1.4463 1.4231 1.4717
Total Trades 155 77 78 155 77 78
Winning Trades 87 46 41 87 46 41
Losing Trades 68 31 37 68 31 37
Profitability (%) 56.129 59.7403 52.5641 56.129 59.7403 52.5641
Ratio Avg Win / Avg Loss 1.107 0.9365 1.3038 1.1305 0.959 1.3281
Largest Winning Trade 11305 11305 7810 13394 13394 7951
Largest Losing Trade -7232 -6864 -7232 -7720 -6869 -7720
Avg Bars in Trades 140 126 154 140 126 154
Avg Bars in Winners 131 107 158 131 107 158
Avg Bars in Losers 152 155 150 152 155 150
Bars Traded 21824 9768 12056 21824 9768 12056
Profit Streak 27.0445 28.284 27.0445 27.0445 28.284 27.0445
Trades During Streak 2 3 1 2 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 448174 -36509 -28789 449101 -35861 -28407
Evaluation Data
{
    "trading_pair": "MKR_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 22262,
    "evaluation_days": 77.3,
    "actual_first_datapoint_time": 1751226600000,
    "first_datapoint_time": 1751279400000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1760160841238,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            55101.1537310528,
            26676.9687931293,
            28424.1849379234,
            62914.7252116801,
            31105.9316056877,
            31808.7936059924
        ],
        [
            55.101154,
            26.676969,
            28.424185,
            62.914725,
            31.105932,
            31.808794
        ],
        [
            0.712822,
            0.34511,
            0.367713,
            0.633377,
            0.350984,
            0.357925
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -29671,
            -13168,
            -17968,
            -27256,
            -13234,
            -17094
        ],
        [
            1.416255,
            1.389639,
            1.44477,
            1.446347,
            1.423097,
            1.471695
        ],
        [
            155,
            77,
            78,
            155,
            77,
            78
        ],
        [
            87,
            46,
            41,
            87,
            46,
            41
        ],
        [
            68,
            31,
            37,
            68,
            31,
            37
        ],
        [
            56.129032,
            59.74026,
            52.564103,
            56.129032,
            59.74026,
            52.564103
        ],
        [
            1.106958,
            0.936496,
            1.303816,
            1.130478,
            0.959044,
            1.328115
        ],
        [
            11305,
            11305,
            7810,
            13394,
            13394,
            7951
        ],
        [
            -7232,
            -6864,
            -7232,
            -7720,
            -6869,
            -7720
        ],
        [
            140,
            126,
            154,
            140,
            126,
            154
        ],
        [
            131,
            107,
            158,
            131,
            107,
            158
        ],
        [
            152,
            155,
            150,
            152,
            155,
            150
        ],
        [
            21824,
            9768,
            12056,
            21824,
            9768,
            12056
        ],
        [
            27.044459,
            28.284042,
            27.044459,
            27.044459,
            28.284042,
            27.044459
        ],
        [
            2,
            3,
            1,
            2,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            448174,
            -36509,
            -28789,
            449101,
            -35861,
            -28407
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "MKR_USDT",
    "interval": "5m",
    "packets": 25000,
    "actual_packets": 22262,
    "evaluation_days": 77.3,
    "actual_first_datapoint_time": 1751226600000,
    "first_datapoint_time": 1751279400000,
    "last_datapoint_time": 1757904900000,
    "evaluation_time": 1760160841238,
    "expiration_time": 1763675210400,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "rma",
        "factors": {
            "length": 177,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 157,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)